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Stochastic variation of constants formula for infinite dimensional equations

 

作者: Stefano Bonaccorsi,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1999)
卷期: Volume 17, issue 4  

页码: 509-528

 

ISSN:0736-2994

 

年代: 1999

 

DOI:10.1080/07362999908809616

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Given two linear, possibly unbounded, operatorsAandBon a Hilbert spaceH, we are concerned with linear nonhomogeneous equations of the form:. Explicit solutions can be obtained, as in the ordinary differential equation case, by means of the variation of constants formula. We use results from the stochastic calculus for anticipative integrands in order to prove our theorems

 

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